Comparisons via Stochastic Simulation, with Applications to Manufacturing and Services

Principle Investigators

David Goldsman (DMI-9622065)
School of Industrial and Systems Engineering
Georgia Institute of Technology
Atlanta, GA 30332
sman@isye.gatech.edu

Barry L. Nelson (DMI-9622065)
Department of Industrial Engineering & Management Sciences
Northwestern University
2225 North Campus Drive
Evanston, IL 60208
nelsonb@northwestern.edu


Graduate Students

Justin Boesel (Ph.D. June 1999, 1999 Dantzig Award Winner)
The MITRE Corporation
1820 Dolley Madison Blvd.
McClean, VA 22102

Seong-Hee Kim (Ph.D. June 2001)
School of Industrial Engineering & Systems Engineering
Georgia Institute of Technology
Atlanta, GA 30332


Industrial Sponsors

Pritsker Corporation

Systems Modeling Corporation


Publications

J. Boesel, B. L. Nelson and S. Kim. 2001. Using Ranking and Selection to `Clean Up' After Simulation Optimization, submitted to Operations Research.

J. O. Miller, B. L. Nelson and C. H. Reilly. 2002. Estimating the Probability that a Simulated System will be the Best, Naval Research Logistics, forthcoming.

B. L. Nelson and D. Goldsman. 2001. Comparisons with a Standard in Simulation Experiments. Management Science, 47, 449-463.

B. L. Nelson, J. Swann, D. Goldsman and W. Song. 2001. Simple Procedures for Selecting the Best Simulated System when the Number of Alternatives is Large, Operations Research, 49, 950-963.

B. L. Nelson and S. Banerjee. 2001. Selecting a Good System: Procedures and Inference, IIE Transactions, 33, 149-166.

S. Kim and B. L. Nelson. 2001. A Fully Sequential Procedure for Indifference-Zone Selection in Simulation, ACM TOMACS, 11, 251-273.

J. Boesel and B. L. Nelson. 2002. A Framework for Simulation-Optimization Software, IIE Transactions, in press.

J. Boesel. 1999. Search and selection for large-scale stochastic optimization, Ph.D. Dissertation, Department of Industrial Engineering and Management Sciences, Northwestern University, Evanston, Illinois. 1999 Dantzig Award Winner

D. Goldsman and B.L. Nelson. 1998. Comparing systems via simulation. Chapter 8 in Handbook of Simulation (ed. J. Banks). New York: John Wiley, 273-306.

J.O. Miller, B.L. Nelson and C.H. Reilly. 1996. Getting more from the data in a multinomial selection problem. In Proceedings of the 1996 Winter Simulation Conference (eds. J.M. Charnes, D.J. Morrice, D.T. Brunner and J.J. Swain), 287-294.

J.O. Miller. 1997. Efficient multinomial selection in simulation. Ph.D. Dissertation. Industrial and Systems Engineering Graduate Program, The Ohio State University, Columbus, Ohio.

J. O. Miller, B. L. Nelson and C. H. Reilly. 1998 Efficient multinomial selection in simulation. Naval Research Logistics 45, 459-482.

D. Goldsman, A. J. Hayter, and T. M. Kastner. 1997. A sequential multinomial selection procedure with elimination. Advances in Statistical Decision Theory and Applications (eds. S. Panchapakesan and N. Balakrishnan), 265-275, Birkhauser, Boston.

D. Goldsman, K. Kang, and A. F. Seila. 1998. Cramer-von Mises variance estimators for simulations. Operations Research (forthcoming).

T. Hesterberg and B. L. Nelson. 1998. Control variates for probability and quantile estimation. Management Science, 44, 9, 1295-1312.

G. Tokol, D. Goldsman, D. H. Ockerman, and J. J. Swain. 1998. Standardized time series L_p-norm variance estimators for simulations. Management Science 44, 234-245.

J. Boesel and B. L. Nelson. 1998. Accounting for Randomness in Heuristic Simulation Optimization, Proceedings of the 12th European Simulation Multiconference, Society for Computer Simulation International, 634-638.


Working Papers

S-H. Kim and B. L. Nelson. 2001. On the Asymptotic Validity of Fully Sequential Selection Procedures for Steady-State Simulation.

M. Sherman and D. Goldsman. 1997. Large-sample normality of the batch means variance estimator. Technical Report, School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, Georgia.


Software

Download Splus software to estimate critical values for Cases A-D in the paper Comparisons with a Standard in Simulation Experiments

Case A
Case B
Case C
Case D


last update 1/28/02